API Release Notes for build 9.2

The enhancements and modifications below are in build 9.2 of the TWS API. For clarification on any of the items listed, refer to the appropriate section in the Users Guide, or send us an email at Beta Support.

Enhancements

Support for Five Second Bars

API 9.2 allows clients to subscribe to 5 sec bars. This feature include the following new messages (please note that we use the Java client as an example):

All 3 methods (messages) are very similar to those used for Historical Data queries.

Notes

Supported values for "whatToShow" parameter are: "TRADES", "BID", "ASK", "MIDPOINT". The only supported value for barSize is "5". Exceptions will be thrown if any other value is specified. This feature is supported starting with server version 34 (872 release of TWS).

New Ticktype "Last Timestamp," (TickType.LAST_TIMESTAMP)

This tick represents "timestamp of the last Last tick" value in seconds (counted from 00:00:00 1 Jan 1970 GMT). Value will be sent back by TWS (starting 872 release) in a response to
regular market data subscription as long as client version is 32 or above (API 9.2).

New Ticktype "Shortable," (TickType.SHORTABLE)

This tick tells whether SHORT SELL orders for a contract will be accepted. Should be requested as "Generictick" with numeric ID 236, using void reqMktData(int tickerId, Contract contract, String genericTickList). Value will come back as void tickGeneric (int tickerId, int tickType, double value).

Note: tickType in response will be TickType.SHORTABLE (numeric value 46)
Note: value has to be analyzed as follows:
if (value > 2.5) { // 3.0
// There are at least 1000 shares available for a short sale
}
else if (value > 1.5) { // 2.0
// This contract will be available for short sale if shares can
be located
}
else if (value > 0.5) { // 1.0
// Not available for short sale
}
else {
// unknown value
This feature is supported starting with server version 33 (872 release of TWS).

New Current Timestamp Message

This message represents "current system time on a server side" value. Will be provided back by TWS as a response to reqCurrentTime() request. This is supported starting in server version 33 (872 release of TWS).

Extra Field,whyHeld, in orderStatus Response

This field is used to identify an order held when TWS is trying to locate shares for a short sell. The value used to indicate this is 'locate'. This field is supported starting with TWS release 872.